+92.6%
EWZ vs KMI
+132.8%
-40.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.4% |
| 7D | -0.1% | -1.8% | +1.7% | +0.9% |
| 30D | +8.2% | +0.1% | +8.1% | +7.9% |
| 3M | +13.3% | +1.2% | +12.1% | +11.9% |
| 6M | +3.6% | -3.9% | +7.5% | +4.8% |
| YTD | +21.0% | +17.5% | +3.4% | +8.8% |
| 1Y | +34.7% | +22.6% | +12.0% | +17.8% |
| 3Y | +48.3% | +116.3% | -68.0% | -11.7% |
| 5Y | +60.1% | +157.6% | -97.5% | -16.0% |
| 10Y | +92.6% | +136.6% | -44.0% | +4.0% |
| All | +92.6% | +132.8% | -40.2% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling